Access Statistics for Degui Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Semiparametric Model for Time Series 0 0 0 53 1 1 7 86
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 1 11 147
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 1 41 0 1 9 83
A flexible semiparametric model for time series 0 0 0 0 0 0 9 12
A flexible semiparametric model for time series 0 0 0 50 0 0 10 102
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 1 1 0 0 20 24
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 14 0 2 10 21
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series 0 0 1 29 0 2 7 22
Detection of multiple structural breaks in large covariance matrices 0 0 0 14 0 1 18 30
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 0 20 0 3 18 37
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 3 5 2 4 20 25
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 0 1 13 159
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 2 9 216
Estimating Time-Varying Networks for High-Dimensional Time Series 0 0 2 62 0 0 17 35
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 0 127 0 0 15 338
Estimation in Semiparametric Time Series Regression 0 0 0 68 1 1 12 129
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 0 8 134
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 1 4 144
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 1 58 0 2 15 40
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 1 6 32 1 4 39 55
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 2 4 0 0 10 14
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 0 19 0 2 15 32
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 0 0 2 7 12
Inference of Grouped Time-Varying Network Vector Autoregression Models 0 0 0 5 1 1 21 36
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 1 1 14 116
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 0 1 11 123
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 0 0 0 39 0 0 11 102
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 0 0 4 0 0 12 40
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 1 1 8 37
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 1 34 1 1 13 91
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 1 99 1 1 14 200
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 0 7 149
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 0 137 0 1 9 312
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 1 10 0 0 12 19
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 1 8 0 1 9 18
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 0 1 87 0 0 9 125
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 6 6 177 1 24 36 447
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 1 33 0 2 8 128
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 1 48 1 1 24 270
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 1 69 0 1 8 114
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 1 1 12 249
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 0 12 116
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 0 0 13 181
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 0 2 15 220
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 0 0 9 10
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 1 1 5 42
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 0 0 15 87
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 0 2 9 14
Specification Testing in Nonstationary Time Series Models 0 0 1 74 0 0 18 162
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression 0 0 0 6 0 0 18 49
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 1 1 8 97
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 0 1 19 128
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 0 10 125
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 0 0 12 109
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 1 2 12 101
Total Working Papers 0 7 32 2,387 16 76 716 5,914
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 20 1 2 8 88
A flexible semiparametric forecasting model for time series 0 0 3 37 0 3 20 159
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 0 1 10 0 1 12 53
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 0 0 5 37
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 0 4 0 0 16 67
Change point estimators by local polynomial fits under a dependence assumption 0 0 0 16 0 0 7 81
Detection of Multiple Structural Breaks in Large Covariance Matrices 0 0 1 2 1 2 21 28
Estimating smooth structural change in cointegration models 0 0 0 23 1 1 17 109
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 1 17 164
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 1 13 103
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 18 0 1 13 112
Estimation of Large Dynamic Covariance Matrices: A Selective Review 1 1 2 5 1 2 14 31
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 1 1 2 0 2 9 22
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 0 10 0 0 9 122
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 1 3 10 1 4 18 36
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 10 0 0 13 64
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 1 2 13 0 1 19 62
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 0 9 0 0 17 74
Local Linear M‐estimation in non‐parametric spatial regression 0 0 1 58 1 2 10 157
Local Whittle estimation of long‐range dependence for functional time series 0 0 1 11 0 1 9 31
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 0 0 12 50
Long-Range Dependent Curve Time Series 0 0 0 4 1 2 6 19
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 0 7 0 0 2 25
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 2 19 0 4 21 89
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data 0 0 1 9 0 0 13 38
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 0 4 1 2 15 65
Nonparametric estimation of large covariance matrices with conditional sparsity 0 0 1 11 1 2 9 39
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 0 0 14 21
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 2 2 131 0 3 19 382
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 0 2 15 48
Robust estimation in a nonlinear cointegration model 0 0 0 25 0 0 10 92
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 0 0 13 26
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 0 3 0 2 9 39
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 0 0 10 60
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 0 0 7 297
Spatial local M-estimation under association 0 0 0 14 0 1 11 61
Specification testing in nonstationary time series models 0 0 0 23 0 1 10 74
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 0 8 0 0 12 61
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 0 7 46
Variable selection in partially time-varying coefficient models 0 0 0 0 0 1 10 17
Total Journal Articles 1 6 22 734 9 44 492 3,149

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Statistics updated 2026-10-11